+516.1%
FCX vs WPM
+5,967.5%
-5,451.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -4.9% | +1.1% | -5.9% | -5.5% |
| 30D | +4.8% | +26.4% | -21.5% | -7.8% |
| 3M | +4.6% | +20.8% | -16.2% | -5.6% |
| 6M | +10.8% | +1.1% | +9.7% | +10.0% |
| YTD | +44.2% | +32.5% | +11.8% | +23.4% |
| 1Y | +59.6% | +51.5% | +8.0% | +26.4% |
| 3Y | +82.2% | +267.0% | -184.8% | -11.5% |
| 5Y | +115.6% | +250.1% | -134.5% | +6.5% |
| 10Y | +670.6% | +540.4% | +130.2% | +138.4% |
| All | +516.1% | +5,967.5% | -5,451.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling